You don't say what Operating system(s) are used.
Firstly, if you have an IT dept at work, I would consult them. If not, make sure you discuss it with whoever is responsible for maintaining teh system.
It's my understanding that setting up a virtual Private Network will be the safest method. You will need to make sure you have an ISP at home as you'll need to access the internet to make the connection.
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You will also need to have a copy of the sage programs on your laptop as well as at work. If you have a mutlti-install copy of the programs that won't be a problem.